Saunders David

David Saunders

Information about the author David Saunders will soon be added to the site.
Found 2 papers in total
Algorithmic estimation of risk factors in financial markets with stochastic drift
Algorithmic estimation of risk factors in financial markets with stochastic drift
2012
We assume a financial market governed by a diffusion process reverting to a stochastic...
Credit risk optimization using factor models
Credit risk optimization using factor models
2007
We study portfolio credit risk management using factor models, with a focus on optimal...
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